The sky over London's Mayfair darkened dramatically and appropriately, coinciding as it did with the first view of one of the greyest exhibitions there is likely to be this year.

The New York gallery Pace marked the opening of its major new space in the west wing of the Royal Academy's Burlington Gardens building by staging a show that groups the very late and less familiar paintings of Mark Rothko with the hypnotically beautiful seascape photographs of Hiroshi Sugimoto.

According to Rothko's children, their father did not like group shows, "feeling that they only detracted from the concentrated power of his work displayed in its own company". But in a joint statement, Kate and Christopher Rothko said they had made an exception because in Sugimoto they had found "not just a kindred spirit but a soulmate".

The eight Rothko paintings are from 1969, the year before his suicide, and are the artist abandoning the banks of colour for which he had become famous. Instead he limits his palette to mostly black and grey.

While Rothko's black and grey paintings were seen at a Tate Modern show in 2008, this is the first private gallery show of the artist's works in London for nearly 50 years.

Sugimoto has chosen his seascape photographs in which the colours are similar. One is of the English Channel, taken in 1994, where the sea is almost black and the sky is very dark grey. "There was no moonlight that night and I set up my camera and waited for the last remaining light of the day, a few minutes before complete darkness," he said. "You can still see the waves in the darkness."

Sugimoto said he was inspired by the Rothko show he saw at New York's Guggenheim in 1978 and it helped set him on the road to abstraction through photography.

The show follows a duet format which Pace has successfully established in New York with exhibitions that are essentially dialogues between artists from different times or geographies or mediums. They include Willem de Kooning and Jean Dubuffet; Piet Mondrian and Ad Reinhardt; and Josef Albers and Donald Judd.

Pace is something of a latecomer to the crowded London gallery scene. Marc Glimcher, who took over running the gallery from his father, Arne Glimcher - who first opened it in Boston in 1960 - said: "Not to sound too hokey, we just spend our time with the artists and we do not really spend our time machinating the business in the same way.

"We should have opened in 2002 and at the time, believe me, we said 'we're going to'. Then you start to look for somebody and for us, it was all about the person - we weren't just going to hire somebody to just do it."

It was not until 2010 that Pace finally found the "person" in the shape of the well-connected Mollie Dent-Brocklehurst, who was international co-ordinator for The Garage gallery in Moscow.

Then they had to find the right space and looked at four possibilities before taking the lease on a 9,000 sq ft space in the Royal Academy's 6 Burlington Gardens.